Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48880.99 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42197.39 Kr¶

PnL: ---------------------------------------> -235.89 Kr¶

DD now: ---------------------------------> -7.981 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 12:04:22.670229'

Anic Portfolio¶

Today¶

Return: -0.856 %¶

This Week¶

Return: -0.856 %¶

Total portfolio value¶

Return including deposits: 60.024 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.110000 1668.420000 200.880000 13.690000 1467.540000
JM 6 1.950000 879.000000 16.800000 1.950000 862.200000
Sagax A 4 0.930000 868.000000 16.000000 1.880000 852.000000
Hoist Finance 35 1.610000 994.000000 15.750000 1.610000 978.250000
Orrön Energy 180 0.530000 2051.100000 13.500000 0.660000 2037.600000
Sagax B 4 1.410000 864.000000 12.000000 1.410000 852.000000
HEXPOL B 9 0.090000 1029.600000 11.700000 1.150000 1017.900000
Catena 2 1.220000 799.200000 9.600000 1.220000 789.600000
Atrium Ljungberg B 5 0.910000 941.500000 8.500000 0.910000 933.000000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Platzer Fastigheter Holding B 12 0.750000 966.000000 7.200000 0.750000 958.800000
AcadeMedia 8 0.500000 404.800000 3.600000 0.900000 401.200000
Clas Ohlson B 12 0.250000 973.200000 2.400000 0.250000 970.800000
ASSA ABLOY B 3 0.230000 778.800000 1.800000 0.230000 777.000000
EQT 4 0.190000 831.200000 1.600000 0.190000 829.600000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
Biotage 7 0.070000 940.100000 0.700000 0.070000 939.400000
Byggmax Group 33 -0.350000 951.060000 -3.300000 -0.350000 954.360000
Gränges 9 -0.390000 922.500000 -3.600000 -0.390000 926.100000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.480000 933.500000 -4.500000 -0.480000 938.000000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Hexatronic Group 12 -1.140000 953.520000 -11.040000 -1.140000 964.560000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.320000 942.200000 -22.400000 -2.320000 964.600000
Latour B 4 -3.410000 826.000000 -29.200000 -3.410000 855.200000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Addnode Group B 11 -4.370000 878.350000 -40.150000 -4.370000 918.500000
Hexagon B 26 -1.320000 3406.000000 -45.500000 -1.320000 3451.500000
Indutrade 5 -4.080000 1165.000000 -49.500000 -4.080000 1214.500000
Bufab 3 -5.100000 1050.000000 -56.400000 -5.100000 1106.400000
BHG Group 97 -4.460000 1390.980000 -64.020000 -4.400000 1455.000000
Vitec Software Group B 2 -6.920000 1009.000000 -75.000000 -6.920000 1084.000000
INVISIO 16 -2.610000 3584.000000 -96.000000 -2.610000 3680.000000
TOTAL 42197.390000 -235.890000 -7.98067% 42433.280000

Updated:¶

'2023-07-03 12:04:39.291439'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶